VTHR vs. VTHRX
Compare and contrast key facts about Vanguard Russell 3000 ETF (VTHR) and Vanguard Target Retirement 2030 Fund (VTHRX).
VTHR is a passively managed fund by Vanguard that tracks the performance of the Russell 3000 Index. It was launched on Sep 20, 2010. VTHRX is managed by Vanguard. It was launched on Jun 7, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTHR or VTHRX.
Performance
VTHR vs. VTHRX - Performance Comparison
Returns By Period
In the year-to-date period, VTHR achieves a 25.45% return, which is significantly higher than VTHRX's 11.40% return. Over the past 10 years, VTHR has outperformed VTHRX with an annualized return of 12.60%, while VTHRX has yielded a comparatively lower 6.94% annualized return.
VTHR
25.45%
2.47%
14.23%
32.88%
15.09%
12.60%
VTHRX
11.40%
-0.08%
6.65%
17.46%
7.23%
6.94%
Key characteristics
| VTHR | VTHRX | |
|---|---|---|
| Sharpe Ratio | 2.65 | 2.08 |
| Sortino Ratio | 3.53 | 3.00 |
| Omega Ratio | 1.49 | 1.40 |
| Calmar Ratio | 3.87 | 2.10 |
| Martin Ratio | 17.11 | 12.29 |
| Ulcer Index | 1.95% | 1.44% |
| Daily Std Dev | 12.58% | 8.49% |
| Max Drawdown | -34.61% | -49.57% |
| Current Drawdown | -0.89% | -0.98% |
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VTHR vs. VTHRX - Expense Ratio Comparison
VTHR has a 0.10% expense ratio, which is higher than VTHRX's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VTHR and VTHRX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VTHR vs. VTHRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and Vanguard Target Retirement 2030 Fund (VTHRX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
VTHR vs. VTHRX - Dividend Comparison
VTHR's dividend yield for the trailing twelve months is around 1.19%, less than VTHRX's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTHR Vanguard Russell 3000 ETF | 1.19% | 1.47% | 1.52% | 1.16% | 1.37% | 1.65% | 1.89% | 1.63% | 1.82% | 1.84% | 1.66% | 1.57% |
VTHRX Vanguard Target Retirement 2030 Fund | 2.32% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
Drawdowns
VTHR vs. VTHRX - Drawdown Comparison
The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum VTHRX drawdown of -49.57%. Use the drawdown chart below to compare losses from any high point for VTHR and VTHRX. For additional features, visit the drawdowns tool.
Volatility
VTHR vs. VTHRX - Volatility Comparison
Vanguard Russell 3000 ETF (VTHR) has a higher volatility of 4.15% compared to Vanguard Target Retirement 2030 Fund (VTHRX) at 2.00%. This indicates that VTHR's price experiences larger fluctuations and is considered to be riskier than VTHRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.